INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Commerzbank 60-60 Global Income Autocall Jul 2016 GBP
ISIN: XS1445568444
STRIKE DATE: 22/07/2016
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Commerzbank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI8194.7313212.96
OMX Stockholm 301377.46903048.114
S&P/ASX 2005498.18708640.714
S&P/TSX 60850.34001986.704

STRIKE DATE 22/07/2016
RETURN & BARRIERS
3% semi-annual if all above 60% 100% autocall from year 1 60% European barrier
P.A. RETURN
ISIN XS1445568444
NEXT POTENTIAL MATURITY DATE 24/07/2017

    EXPAND CLOSE
    Commerzbank Diversified Markets Income Autocall USD
    ISIN: XS1555980264
    STRIKE DATE: 15/02/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001404.2072863.086
    OMX Stockholm 301574.0233048.114
    S&P/ASX 2005809.0748640.714
    S&P/TSX 60934.691986.704

    STRIKE DATE 15/02/2017
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First observation at 12 months) Autocall Trigger: 100% of initial level Income Rate: USD = 3.23% semi-annual Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1555980264
    NEXT POTENTIAL MATURITY DATE 15/08/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall
    ISIN: XS1550962333
    STRIKE DATE: 31/01/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8291.6913212.96
    OMX Stockholm 301536.7513048.114
    S&P/ASX 2005620.9118640.714
    S&P/TSX 60909.191986.704

    STRIKE DATE 31/01/2017
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3.75% semi-annual (7.5% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1550962333
    NEXT POTENTIAL MATURITY DATE 31/01/2018

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall
    ISIN: XS1550958810
    STRIKE DATE: 31/01/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8291.6913212.96
    OMX Stockholm 301536.7513048.114
    S&P/ASX 2005620.9118640.714
    S&P/TSX 60909.191986.704

    STRIKE DATE 31/01/2017
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-annual (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3% semi-annual (6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1550958810
    NEXT POTENTIAL MATURITY DATE 31/01/2018

    EXPAND CLOSE
    BBVA Worldwide Quarterly Memory Income Autocall
    ISIN: XS1550133463
    STRIKE DATE: 10/02/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001388.8442863.086
    OMX Stockholm 301562.7273048.114
    S&P/ASX 2005720.618640.714
    S&P/TSX 60927.381986.704

    STRIKE DATE 10/02/2017
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 2% quarterly (8% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1550133463
    NEXT POTENTIAL MATURITY DATE 10/05/2018

    EXPAND CLOSE
    BBVA Worldwide Quarterly Memory Income Autocall
    ISIN: XS1550240466
    STRIKE DATE: 10/02/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20001388.8442863.086
    OMX Stockholm 301562.7273048.114
    S&P/ASX 2005720.618640.714
    S&P/TSX 60927.381986.704

    STRIKE DATE 10/02/2017
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (first observation at 12 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 1.5% quarterly (6% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1550240466
    NEXT POTENTIAL MATURITY DATE 10/05/2018

    EXPAND CLOSE
    Investec World Indices 50-50 Catch-Up Income Autocall
    ISIN: XS1548532438
    STRIKE DATE: 10/02/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007258.7510372.93
    HSCEI10125.218858.63
    S&P/ASX 2005720.618640.714
    S&P/TSX 60927.381986.704

    STRIKE DATE 10/02/2017
    RETURN & BARRIERS
    Investment Structure: Semi-annual Memory Income Autocall Autocall opportunities: Semi-annual (first observation at 24 months) Autocall Trigger: 100% of initial level Memory Coupon Rate: 3% semi-annual (6% annual) Coupon Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS1548532438
    NEXT POTENTIAL MATURITY DATE 10/02/2020

    EXPAND CLOSE
    BBVA Diversified Markets Income Autocall Dec 2016 GBP
    ISIN: XS1522283768
    STRIKE DATE: 14/12/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    OMX Stockholm 301541.3883048.114
    Russell 20001356.0242863.086
    S&P/ASX 2005584.628640.714
    S&P/TSX 60897.141986.704

    STRIKE DATE 14/12/2016
    RETURN & BARRIERS
    5.6% p.a. if all above 60%, 100% autocall Trigger, 60% European Barrier
    P.A. RETURN
    ISIN XS1522283768
    NEXT POTENTIAL MATURITY DATE 14/12/2017

    EXPAND CLOSE
    Investec Triple Index Fixed Income Dec 2016
    ISIN: XS1521671997
    STRIKE DATE: 14/12/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006949.1910372.93
    S&P 5002253.287501.24
    Eurostoxx 503211.715934.96

    STRIKE DATE 14/12/2016
    RETURN & BARRIERS
    1.1% Fixed Qtrly Coupon, 65% European Barrier
    P.A. RETURN
    ISIN XS1521671997
    NEXT POTENTIAL MATURITY DATE 14/12/2022

    EXPAND CLOSE
    Natixis Tech Stock Low Hurdle Autocall Nov 2016
    ISIN: XS1408708037
    STRIKE DATE: 30/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Apple Inc110.52298.21
    Microsoft60.26409.43
    Samsung Electronics34920293000
    Tesla Motors189.4

    STRIKE DATE 30/11/2016
    RETURN & BARRIERS
    10.9% Semi-annual if autocalled 100% Autocall Trigger from 36 months, 70% Low Hurdle Coupon Trigger at Maturity 70% European Barrier
    P.A. RETURN
    ISIN XS1408708037
    NEXT POTENTIAL MATURITY DATE 02/12/2019

    EXPAND CLOSE
    Investec Asian Markets 60:60 Catch-Up Income Autocall
    ISIN: XS1531524624
    STRIKE DATE: 20/01/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Wisdomtree India Earnings Fund20.6942.49
    iShares MSCI Taiwan Fund30.6495.48
    S&P/ASX 2005654.758640.714

    STRIKE DATE 20/01/2017
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (from 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 1.80% quarterly snowballing (7.2% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1531524624
    NEXT POTENTIAL MATURITY DATE 21/01/2019

    EXPAND CLOSE
    Investec Asian Markets 60:60 Catch-Up Income Autocall
    ISIN: XS1531524541
    STRIKE DATE: 20/01/2017
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Investec
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Wisdomtree India Earnings Fund20.6942.49
    iShares MSCI Taiwan Fund30.6495.48
    S&P/ASX 2005654.758640.714

    STRIKE DATE 20/01/2017
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Quarterly (from 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 1.50% quarterly snowballing (6% annual) Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1531524541
    NEXT POTENTIAL MATURITY DATE 21/01/2019

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall GBP
    ISIN: XS1531094867
    STRIKE DATE: 15/12/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,214.300013212.96
    OMX Stockholm 301,550.51603048.114
    S&P/ASX 2005,538.57708640.714
    S&P/TSX 60900.44001986.704

    STRIKE DATE 15/12/2016
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 3.5% semi-annual snowballing (7% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1531094867
    NEXT POTENTIAL MATURITY DATE 15/12/2017

    EXPAND CLOSE
    Commerzbank Global Markets Catch-Up Income Autocall USD
    ISIN: XS1531059795
    STRIKE DATE: 15/12/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI8,214.300013212.96
    OMX Stockholm 301,550.51603048.114
    S&P/ASX 2005,538.57708640.714
    S&P/TSX 60900.44001986.704

    STRIKE DATE 15/12/2016
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual Autocall Trigger: 100% of initial level Coupon Rate: 4% semi-annual snowballing (8% annual) Coupon Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1531059795
    NEXT POTENTIAL MATURITY DATE 15/12/2017

    EXPAND CLOSE
    Commerzbank Capital Protected Growth Note
    ISIN: XS1528141861
    STRIKE DATE: 09/12/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Commerzbank
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SGI Europe Equity Risk Premia VT 5 ER Index233.56254.38

    STRIKE DATE 09/12/2016
    RETURN & BARRIERS
    Investment Structure: Capital protection plus growth Capital Protected: 100% of initial investment Growth Participation: 50% x of the un-capped Index growth applied to invested capital; averaging monthly over final 24 months.
    P.A. RETURN
    ISIN XS1528141861
    NEXT POTENTIAL MATURITY DATE 20/12/2022

    EXPAND CLOSE
    Natixis Major Markets Income Autocall Nov 2016 GBP
    ISIN: XS1408700489
    STRIKE DATE: 18/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006775.7710372.93
    Eurostoxx 503020.835934.96
    S&P 5002181.97501.24

    STRIKE DATE 18/11/2016
    RETURN & BARRIERS
    3.5% Semi-Annual from 6 months if above 75%, 100% autocall semi annual from 12 months, 60% European style barrier
    P.A. RETURN
    ISIN XS1408700489
    NEXT POTENTIAL MATURITY DATE 20/11/2017

    EXPAND CLOSE
    BBVA Single Index Autocall USD
    ISIN: XS1523118344
    STRIKE DATE: 07/12/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    MSCI Taiwan344.961881.54

    STRIKE DATE 07/12/2016
    RETURN & BARRIERS
    Investment Structure: Annual Snowballing Autocall Autocall opportunities: Annually Autocall Trigger: 100% of initial levels Snowballing Coupon Rate: 8.25% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1523118344
    NEXT POTENTIAL MATURITY DATE 07/12/2017

    EXPAND CLOSE
    Natixis FTSE-S&P-Eurostoxx 70:70 Income Autocall USD
    ISIN: XS1408700307
    STRIKE DATE: 30/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006783.7910372.93
    S&P 5002198.817501.24
    Eurostoxx 503051.615934.96

    STRIKE DATE 30/11/2016
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First autocall end of 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.17% semi-annual (6.34% annually) Gross Coupon Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN
    ISIN XS1408700307
    NEXT POTENTIAL MATURITY DATE 02/12/2019

    EXPAND CLOSE
    BBVA 60:60 Global Income Autocall USD
    ISIN: XS1514851978
    STRIKE DATE: 28/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006799.4710372.93
    Russell 20001329.8282863.086
    S&P/ASX 2005464.48640.714
    Eurostoxx 503016.85934.96

    STRIKE DATE 28/11/2016
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First autocall end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 3.5% semi-annual (7% annually) Gross Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1514851978
    NEXT POTENTIAL MATURITY DATE 28/11/2017

    EXPAND CLOSE
    BBVA 60:60 Global Income Autocall GBP
    ISIN: XS1514850905
    STRIKE DATE: 28/11/2016
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006799.4710372.93
    Russell 20001329.8282863.086
    S&P/ASX 2005464.48640.714
    Eurostoxx 503016.85934.96

    STRIKE DATE 28/11/2016
    RETURN & BARRIERS
    Investment Structure: Semi-annual Income Autocall Autocall opportunities: Semi-annual (First autocall end of year 1) Autocall Trigger: 100% of initial level Coupon Rate: 3% semi-annual (6% annually) Gross Coupon Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1514850905
    NEXT POTENTIAL MATURITY DATE 28/11/2017

    EXPAND CLOSE